Barclays Diversified Alpha E USD

Barclays Diversified Alpha E USD

The investment objective of the Fund is to aim to replicate the performance of the Underlying,which is the CAR Long Short Portfolio that represents exposure to multiple asset classes while seeking to provide potential capital appreciation and a potential return of 2% per annum above the 1 month EUR LIBOR in accordance with the Model, as further described below and in the section entitled General Description of the Underlying in the Supplement of this Fund.